-44.8%
CPNG vs LTH
+180.7%
-225.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.4% |
| 7D | -6.8% | -1.3% | -5.5% | -6.3% |
| 30D | +5.5% | +15.7% | -10.2% | +0.1% |
| 3M | -6.8% | +5.0% | -11.7% | -8.6% |
| 6M | -4.8% | +37.7% | -42.5% | -16.5% |
| YTD | -35.6% | +75.0% | -110.6% | -49.7% |
| 1Y | -46.8% | +82.6% | -129.4% | -59.3% |
| 3Y | -0.8% | +241.3% | -242.1% | -46.5% |
| 5Y | -42.9% | +135.4% | -178.3% | -72.2% |
| All | -44.8% | +180.7% | -225.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling